UC WAR. CALL 06/25 NDX1/ DE000HD1P4A7 /
| 2024-08-23 9:46:58 PM | Chg.+0.1000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4000EUR | +3.03% | 3.3700 Bid Size: 3,000 |
3.4500 Ask Size: 3,000 |
NORDEX SE O.N. | 12.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1P4A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NORDEX SE O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-01-04 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.19 |
|---|---|
| Intrinsic value: | 1.84 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.42 |
| Parity: | 1.84 |
| Time value: | 1.61 |
| Break-even: | 15.45 |
| Moneyness: | 1.15 |
| Premium: | 0.12 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.08 |
| Spread %: | 2.37% |
| Delta: | 0.73 |
| Theta: | 0.00 |
| Omega: | 2.93 |
| Rho: | 0.05 |
Quote data
| Open: | 3.2400 |
|---|---|
| High: | 3.4600 |
| Low: | 3.2400 |
| Previous Close: | 3.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.87% | ||
|---|---|---|---|
| 1 Month | -2.58% | ||
| 3 Months | -18.85% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4700 | 3.2800 |
|---|---|---|
| 1M High / 1M Low: | 3.8200 | 2.5700 |
| 6M High / 6M Low: | 4.9500 | 1.3800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.3580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3505 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.1785 | |
| Avg. volume 6M: | 14.4567 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.72% | |
| Volatility 6M: | 112.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
